Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FERG | Ferguson Plc | Industrials | Industrial Distribution | 43053 | 0.0155 | 214.53 | 1746672 |
CARR | Carrier Global Corp | Industrials | Building Products & Equipment | 52483 | 0.014 | 61.24 | 5291932 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 19320.04 |
Total net P/L: | 9320.04 | Total ROI: | 93.20 % |
CAGR: | 13.38 % | Max. DD: | 24.94 % |
System Score: | 2.387 | Sharpe Ratio: | 1.512 |
Start Date: | 2020-06-16 | End Date: | 2025-09-12 |
Total days: | 1914 | ||
Commissions: | 496.91 | Comm.% P/L | 5.06 % |
Total Transactions: | 352 | Log. Linearity: | 56.294 % |
Total | ![]() |
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FERG | CARR | |
---|---|---|---|---|---|
Total Profit/Loss | 9816.95 | 7400.55 | 2416.40 | 9025.29 | 791.66 |
Total Profit | 37518.81 | 20598.32 | 16920.49 | 33244.70 | 31227.56 |
Total Loss | 27701.85 | 13197.76 | 14504.09 | 24219.40 | 30435.90 |
Profit Factor | 1.35 | 1.56 | 1.17 | 1.37 | 1.03 |
Trades | 88 | 46 | 42 | 88 | 88 |
Winning Trades | 65 | 36 | 29 | 56 | 56 |
Losing Trades | 23 | 10 | 13 | 32 | 32 |
% Profitable | 73.00 | 78.00 | 69.00 | 63.00 | 63.00 |
Profit/Loss Per Trade % | 0.78 | 0.97 | 0.58 | 0.63 | 0.04 |
Profit Per Trade % | 3.42 | 3.36 | 3.50 | 3.38 | 3.21 |
Loss Per Trade % | 6.15 | 7.02 | 5.48 | 3.89 | 5.09 |
Days In Trade | 1033 | 531 | 502 | 1033 | 1033 |
Days In Trade (Avg. Per Trade) | 11.74 | 11.54 | 11.95 | 11.74 | 11.74 |
% Days In Trade | 53.97 | 27.74 | 26.23 | 53.97 | 53.97 |